Projects in Awesome Lists tagged with factor-model
A curated list of projects in awesome lists tagged with factor-model .
https://github.com/dppalomar/covFactorModel
Covariance Matrix Estimation via Factor Models
covariance-matrix factor-model financial-data pca
Last synced: 04 May 2025
https://github.com/dppalomar/covfactormodel
Covariance Matrix Estimation via Factor Models
covariance-matrix factor-model financial-data pca
Last synced: 12 Apr 2025
https://github.com/factorpricingmodel/factor-pricing-model-risk-model
Package to build risk model for factor pricing model
factor-model quantitative-finance risk-model risk-models
Last synced: 16 Jan 2026
https://github.com/wecarsoniv/augmented-pca
Repository for the AugmentedPCA Python package.
adversarial-autoencoder adversarial-autoencoders adversarial-machine-learning augmented-pca augmentedpca autoencoder autoencoders dimension-reduction dimensionality-reduction factor-model factor-models fair-machine-learning linear-models machine-learning pca principal-component-analysis representation-learning supervised-autoencoder supervised-autoencoders
Last synced: 14 Jan 2026
https://github.com/factorpricingmodel/factor-pricing-model-universe
Package to build universes for factor pricing model
factor-model pricing python quantitative-finance
Last synced: 16 Jan 2026